-2.7%
NFLX vs FFIV
+39.5%
-42.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +2.1% | -8.1% | +10.3% | +5.4% |
| 30D | -9.0% | -33.4% | +24.4% | +4.6% |
| 3M | -14.0% | -24.7% | +10.8% | -6.7% |
| 6M | -28.2% | -8.8% | -19.3% | -29.9% |
| YTD | -32.4% | +21.8% | -54.1% | -44.3% |
| 1Y | -42.2% | +25.3% | -67.5% | -53.3% |
| 3Y | +45.9% | +101.2% | -55.3% | -21.2% |
| All | -2.7% | +39.5% | -42.1% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling